`varimax` – Varimax-rotated factors (orthogonal rotation for interpretability).#

Back to op axis | Back to L3 | Browse all options

Operational op under axis op, sub-layer L3_A_step_op, layer l3. Standalone callable: mf.functions.varimax_transform.

Function signature#

mf.functions.varimax_transform(
    panel: pd.DataFrame,
) -> pd.DataFrame

Parameters#

name	type	default	constraint	description
`panel`	`pd.DataFrame`	—	—	Input panel. Each column is a variable; rows are time periods. Series is promoted to a single-column DataFrame internally.

Returns#

pd.DataFrame — scalar result.

Behavior#

Applies a varimax rotation to PCA loadings, maximising the variance of squared loadings within each factor. Produces factors that load heavily on a small subset of original predictors – useful for naming / labelling factors.

When to use

Factor analysis where downstream interpretation requires distinct, well-named factors.

In recipe context#

Set params.op = "varimax" in the relevant layer to activate this op within a recipe:

# Layer L3 recipe fragment
params:
  op: varimax

References#

macroforecast design Part 2, L3: ‘feature engineering is a DAG of typed transforms; cascade-depth bounds the longest chain at cascade_max_depth.’

varimax – Varimax-rotated factors (orthogonal rotation for interpretability).#